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2708067 Atorus, LLC Current Gross Notional Risk by Category 241,840 2/28/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 1.15 035 0.75 .60' <9 tO' •Q• „ Q' " • e t's• icb ,;) 4 w 4% At a% Ao. %.(1, Q. • os 445 es. es
.92% EFTA_R1_02108309 EFTA02708065 SXTP Index 24,222 1.30% SXDP Index 26,317 1.41% ISEQ Index 27,653 1.48% IE_TSY CREDIT 30,271 1.62% STEICNZL Index 32,687 1.75% GILD US Equity 34,155 1.83% No. Names by Cat APAC Long 29 APAC Short 23 EMEA long 81 EMEA Short 11 AMER Long 172
—EMEA —AMER — El:NANCE" G20 Rates EFTA_R1_02108295 EFTA02708051 Atorus, LLC Current Gross Notional Risk by Category 245,022 Performance Vs. MSCI World Index 3/3/2014 • APAC • EMEA • AMER • EquityCom • G20 Rates 1.95 1.75 1.55 1.35 1.15 095 0.75 eeee eeeeee e e e e c% Q et• st'
.93% EFTA_R1_02108293 EFTA02708049 SXTP Index 22,537 1.26% SXDP Index 23,874 1.33% ISEQ Index 25,661 1.43% IE_TSY CREDIT 30,087 1.68% STEICNZL Index 32,687 1.82% GILD US Equity 33,260 1.85% No. Names by Cat APAC Long 29 APAC Short 23 EMEA Long 79 EMEA Short 11 AMER Long 169
128 EFTA02714157 Atorus, LLC 4/3/2014 Current Gross Notional Risk by Category • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e de) eeee co- e re% CP' <V av bct• (P. CP' c. St. P . sC. 4 4 4 4 4 .<,4 •b\ 4 A\
.00% EFTA_R1_02139126 EFTA02714155 SXTP Index 22,620 1.22% SXDP Index 23,480 1.27% ISEQ Index 25,523 1.38% IE_TSY CREDIT 30,517 1.65% STEICNZL Index 35,430 1.91% No. Names by Cat APAC Long 23 APAC Short 24 EMEA long 74 EMEA Short 13 AMER Long 170 AMER Short 39 EquityCom Long
orus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 AF 591,464 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293089 Atorus, LLC 3/10/2014 Percentile Distribution of Current MTM Gains in Vol Days b
dex 23,313 1.25% EFTA00293086 SXDP Index 24,582 1.32% ISEQ Index 25,784 1.38% IE_TSY CREDIT 31,140 1.67% GILD US Equity 31,999 1.71% STEICNZL Index 32,687 1.75% APAC Lon 29 APAC Short 22 EMEA Long 77 EMEA Short 13 AMER Long 171 AMER Short 43 E • ultyCom Lon 64 EquityCom Sho
.. EFTA00293120 Atorus, LIC 3/12/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% —Rolling30DayRe aze
dex 23,136 1.25% EFTA00293118 SXDP Index 23,848 1.29% ISEQ Index 25,563 1.38% IE_TSY CREDIT 31,595 1.71% GILD US Equity 32,057 1.74% STEICNZL Index 32,687 1.77% APAC Lon 30 APAC Short 21 EMEA Long 76 EMEA Short 14 AMER Long 169 AMER Short 45 E • uityCom Lon 65 EquityCom Sho
Atorus, LIC 5/22/2014 Current Gross Notional Risk by Category 246,525 608,446 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 e eeee dcb eeeee O,G• e e opt e e e e e . *Series1 —Series2 Rolling 30 Day Realized Volati
8 9.51 0.60% 68.72 KOSPI Index 1,775 38,430 1.88 1.97 8.75 0.53% 226.79 AS51 Index 344 33,715 5,000.91 5,051.95 1.61 0.63% 362.56 STEICNZL Index 35,531 73,207 #N/A N/A 100.26 0.48% EEM US Equity 8 4,335 43.14 43.22 0.28 0.65% 30.35 IYR US Equity 117 9,689 69.72 70.56 2
Entities connected to both MSCI World and STEICNZL

Ghislaine Maxwell
PERSONAtorus
PERSONENI IM Equity
ORGANIZATIONCurrent Portfolio -Listed Equity Portfolio
ORGANIZATIONAU TSY
ORGANIZATIONEquityCom
ORGANIZATIONMSCI World Change
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PERSONLargest Exposures Current
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ORGANIZATIONUsted Equities) & Macro
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